Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients

DOI10.2478/AMNS.2019.1.00002WikidataQ128058697 ScholiaQ128058697MaRDI QIDQ5925657

Sadibou Aidara

Publication date: 17 March 2023

Published in: Applied Mathematics and Nonlinear Sciences (Search for Journal in Brave)

zbMATH Keywords

non-Lipschitz coefficientsanticipated backward doubly stochastic differential equationItô's representation formula and Gronwall lemma

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (4)

Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients ⋮ Solving a class of biological HIV infection model of latently infected cells using heuristic approach ⋮ Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients ⋮ Convergence analysis of Carey nonconforming finite element for the second-order elliptic problem with the lowest regularity

Cites Work

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• Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
• Adapted solution of a backward stochastic differential equation
• Anticipated backward doubly stochastic differential equations
• Backward stochastic differential equations with non-Lipschitz coefficients
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Anticipated backward stochastic differential equations
• Anticipated backward stochastic differential equations with non-Lipschitz coefficients
• Weak solutions for SPDE's and backward doubly stochastic differential equations

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